-69.7%
TTD vs EFX
-32.9%
-36.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -7.4% | -11.1% | +3.7% | -2.6% |
| 30D | +3.0% | -7.4% | +10.4% | +6.5% |
| 3M | -27.6% | +1.5% | -29.1% | -28.5% |
| 6M | -49.5% | -13.7% | -35.8% | -47.6% |
| YTD | -63.2% | -21.9% | -41.3% | -61.0% |
| 1Y | -69.7% | -30.8% | -38.9% | -68.4% |
| All | -69.7% | -32.9% | -36.8% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling